SWTSX vs. BKTSX
SWTSX (Schwab Total Stock Market Index Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds - SWTSX tracks the Dow Jones U.S. Total Stock Market Index while BKTSX tracks the Russell 3000 Index. Both are passively managed. Over the past 10 years, SWTSX returned 15.09%/yr vs 15.16%/yr for BKTSX. With a 0.99 correlation, they move nearly in lockstep. SWTSX charges 0.03%/yr vs 0.02%/yr for BKTSX.
Performance
SWTSX vs. BKTSX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SWTSX having a 8.91% return and BKTSX slightly lower at 8.63%. Both investments have delivered pretty close results over the past 10 years, with SWTSX having a 15.09% annualized return and BKTSX not far ahead at 15.16%.
SWTSX
- 1D
- -1.33%
- 1M
- -0.78%
- YTD
- 8.91%
- 6M
- 7.47%
- 1Y
- 22.78%
- 3Y*
- 20.65%
- 5Y*
- 11.91%
- 10Y*
- 15.09%
BKTSX
- 1D
- -1.32%
- 1M
- -0.85%
- YTD
- 8.63%
- 6M
- 7.18%
- 1Y
- 22.45%
- 3Y*
- 20.59%
- 5Y*
- 12.00%
- 10Y*
- 15.16%
SWTSX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | 8.91% | 17.04% | 23.84% | 26.05% | -19.54% | 25.65% | 20.71% | 30.90% | -5.35% | 21.08% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 8.63% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between SWTSX and BKTSX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.99 |
The correlation between SWTSX and BKTSX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
SWTSX vs. BKTSX — Risk / Return Rank
SWTSX
BKTSX
SWTSX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWTSX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 2.70 | +0.03 |
| Martin ratioReturn relative to average drawdown | 12.13 | 12.02 | +0.11 |
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Drawdowns
SWTSX vs. BKTSX - Drawdown Comparison
The maximum SWTSX drawdown since its inception was -54.60%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SWTSX and BKTSX.
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Drawdown Indicators
| SWTSX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -34.97% | -19.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -8.87% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -19.29% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.40% | -24.98% | -0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.01% | -34.97% | -0.04% |
Current DrawdownCurrent decline from peak | -2.78% | -2.77% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -10.55% | -4.51% | -6.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.99% | +0.01% |
Volatility
SWTSX vs. BKTSX - Volatility Comparison
Schwab Total Stock Market Index Fund (SWTSX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX) have volatilities of 4.95% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWTSX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.89% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 10.04% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 12.82% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 17.46% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 18.42% | +0.20% |
SWTSX vs. BKTSX - Expense Ratio Comparison
SWTSX has a 0.03% expense ratio, which is higher than BKTSX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SWTSX vs. BKTSX - Dividend Comparison
SWTSX's dividend yield for the trailing twelve months is around 1.01%, less than BKTSX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.07% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
SWTSX Schwab Total Stock Market Index Fund | 1.01% | 1.10% | 1.24% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% |
Frequently Asked Questions
With a correlation of 1.00, SWTSX and BKTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SWTSX has higher volatility (4.95%) compared to BKTSX (4.89%). In terms of maximum drawdown, SWTSX dropped -54.60% vs BKTSX's -34.97%.
SWTSX currently has the higher Sharpe Ratio (1.88 vs 1.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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